-49.3%
SOUN vs ITW
+5.8%
-55.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -5.2% | -3.6% | -1.6% | -5.0% |
| 30D | +4.8% | -9.1% | +14.0% | +5.5% |
| 3M | -15.9% | +8.2% | -24.1% | -16.8% |
| 6M | -17.4% | -4.8% | -12.6% | -17.2% |
| YTD | -32.4% | +11.0% | -43.4% | -33.9% |
| 1Y | -49.3% | +4.2% | -53.5% | -45.6% |
| All | -49.3% | +5.8% | -55.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling